NYMEX Natural Gas Future July 2009
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
8.427 |
8.428 |
0.001 |
0.0% |
8.550 |
| High |
8.544 |
8.626 |
0.082 |
1.0% |
8.550 |
| Low |
8.303 |
8.360 |
0.057 |
0.7% |
8.170 |
| Close |
8.514 |
8.502 |
-0.012 |
-0.1% |
8.514 |
| Range |
0.241 |
0.266 |
0.025 |
10.4% |
0.380 |
| ATR |
0.252 |
0.253 |
0.001 |
0.4% |
0.000 |
| Volume |
487 |
585 |
98 |
20.1% |
2,204 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.294 |
9.164 |
8.648 |
|
| R3 |
9.028 |
8.898 |
8.575 |
|
| R2 |
8.762 |
8.762 |
8.551 |
|
| R1 |
8.632 |
8.632 |
8.526 |
8.697 |
| PP |
8.496 |
8.496 |
8.496 |
8.529 |
| S1 |
8.366 |
8.366 |
8.478 |
8.431 |
| S2 |
8.230 |
8.230 |
8.453 |
|
| S3 |
7.964 |
8.100 |
8.429 |
|
| S4 |
7.698 |
7.834 |
8.356 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.551 |
9.413 |
8.723 |
|
| R3 |
9.171 |
9.033 |
8.619 |
|
| R2 |
8.791 |
8.791 |
8.584 |
|
| R1 |
8.653 |
8.653 |
8.549 |
8.532 |
| PP |
8.411 |
8.411 |
8.411 |
8.351 |
| S1 |
8.273 |
8.273 |
8.479 |
8.152 |
| S2 |
8.031 |
8.031 |
8.444 |
|
| S3 |
7.651 |
7.893 |
8.410 |
|
| S4 |
7.271 |
7.513 |
8.305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8.626 |
8.170 |
0.456 |
5.4% |
0.230 |
2.7% |
73% |
True |
False |
557 |
| 10 |
9.240 |
8.170 |
1.070 |
12.6% |
0.236 |
2.8% |
31% |
False |
False |
525 |
| 20 |
9.250 |
8.170 |
1.080 |
12.7% |
0.215 |
2.5% |
31% |
False |
False |
524 |
| 40 |
11.293 |
8.170 |
3.123 |
36.7% |
0.244 |
2.9% |
11% |
False |
False |
468 |
| 60 |
11.981 |
8.170 |
3.811 |
44.8% |
0.217 |
2.6% |
9% |
False |
False |
476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9.757 |
|
2.618 |
9.322 |
|
1.618 |
9.056 |
|
1.000 |
8.892 |
|
0.618 |
8.790 |
|
HIGH |
8.626 |
|
0.618 |
8.524 |
|
0.500 |
8.493 |
|
0.382 |
8.462 |
|
LOW |
8.360 |
|
0.618 |
8.196 |
|
1.000 |
8.094 |
|
1.618 |
7.930 |
|
2.618 |
7.664 |
|
4.250 |
7.230 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8.499 |
8.471 |
| PP |
8.496 |
8.439 |
| S1 |
8.493 |
8.408 |
|